CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 15-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2007 |
15-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
822.2 |
822.5 |
0.3 |
0.0% |
818.8 |
| High |
828.2 |
827.0 |
-1.2 |
-0.1% |
827.9 |
| Low |
820.8 |
820.8 |
0.0 |
0.0% |
812.5 |
| Close |
822.9 |
823.3 |
0.4 |
0.0% |
818.6 |
| Range |
7.4 |
6.2 |
-1.2 |
-16.2% |
15.4 |
| ATR |
9.1 |
8.9 |
-0.2 |
-2.3% |
0.0 |
| Volume |
519 |
444 |
-75 |
-14.5% |
1,643 |
|
| Daily Pivots for day following 15-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
842.3 |
839.0 |
826.7 |
|
| R3 |
836.1 |
832.8 |
825.0 |
|
| R2 |
829.9 |
829.9 |
824.4 |
|
| R1 |
826.6 |
826.6 |
823.9 |
828.3 |
| PP |
823.7 |
823.7 |
823.7 |
824.5 |
| S1 |
820.4 |
820.4 |
822.7 |
822.1 |
| S2 |
817.5 |
817.5 |
822.2 |
|
| S3 |
811.3 |
814.2 |
821.6 |
|
| S4 |
805.1 |
808.0 |
819.9 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
865.9 |
857.6 |
827.1 |
|
| R3 |
850.5 |
842.2 |
822.8 |
|
| R2 |
835.1 |
835.1 |
821.4 |
|
| R1 |
826.8 |
826.8 |
820.0 |
823.3 |
| PP |
819.7 |
819.7 |
819.7 |
817.9 |
| S1 |
811.4 |
811.4 |
817.2 |
807.9 |
| S2 |
804.3 |
804.3 |
815.8 |
|
| S3 |
788.9 |
796.0 |
814.4 |
|
| S4 |
773.5 |
780.6 |
810.1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
853.4 |
|
2.618 |
843.2 |
|
1.618 |
837.0 |
|
1.000 |
833.2 |
|
0.618 |
830.8 |
|
HIGH |
827.0 |
|
0.618 |
824.6 |
|
0.500 |
823.9 |
|
0.382 |
823.2 |
|
LOW |
820.8 |
|
0.618 |
817.0 |
|
1.000 |
814.6 |
|
1.618 |
810.8 |
|
2.618 |
804.6 |
|
4.250 |
794.5 |
|
|
| Fisher Pivots for day following 15-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
823.9 |
823.0 |
| PP |
823.7 |
822.6 |
| S1 |
823.5 |
822.3 |
|